This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
An LM Test for a Unit Root in the Presence of a Structural Change Author info | Abstract | Publisher info | Download info | Related research | Statistics Amsler, Christine
Lee, Junsoo
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by Cambridge University Press in its journal Econometric Theory .
Volume (Year): 11 (1995)
Issue (Month): 02 (February)
Pages: 359-368
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00Contact details of provider: Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK Fax: +44 (0)1223 325150 Email: Web page: http://journals.cambridge.org/jid_ECT
For technical questions regarding this item, or to correct its listing, contact: (Mike Eden).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
M. Lanne & H. Lütkepohl & P. Saikkonen, .
"Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time ,"
Sonderforschungsbereich 373
2001-39, Humboldt Universitaet Berlin.
Other versions: Luis C. Nunes, 2004.
"LM-Type tests for a Unit Root Allowing for a Break in Trend ,"
Econometric Society 2004 Australasian Meetings
190, Econometric Society.
[Downloadable!]
M. Lanne & H. Lütkepohl & P. Saikkonen, .
"Comparison of Unit Root Tests for Time Series with Level Shifts ,"
Sonderforschungsbereich 373
1999-88, Humboldt Universitaet Berlin.
Caniëls,Marjolein C.J., 1998.
"The Geographic Distribution of Patents and Value Added Across European ,"
Research Memoranda
003, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!]
Joseph P. Byrne & Norbert Fiess, 2007.
"Euro Area Inflation: Aggregation Bias and Convergence ,"
Working Papers
2007_41, Department of Economics, University of Glasgow.
[Downloadable!]
Kyung So Im & Junsoo Lee, 2000.
"LM Unit Root Test with Panel Data: A Test Robust To Structural Changes ,"
Econometric Society World Congress 2000 Contributed Papers
0648, Econometric Society.
[Downloadable!]
M. Lanne & H. Lütkepohl, .
"Unit Root Tests for Time Series with Level Shifts: A Comparison of Different Proposals ,"
Sonderforschungsbereich 373
2001-5, Humboldt Universitaet Berlin.
Other versions: Junsoo Lee & John List, 2004.
"Examining Trends of Criteria Air Pollutants: Are the Effects of Governmental Intervention Transitory? ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 29(1), pages 21-37, September.
[Downloadable!] (restricted)
H. Lütkepohl & C. Müller & P. Saikkonen, .
"Unit Root Tests for Time Series with a Structural Break When the Break Point is Known ,"
Sonderforschungsbereich 373
1999-33, Humboldt Universitaet Berlin.
Junsoo Lee & John A. List & Mark Strazicich, 2005.
"Nonrenewable Resource Prices: Deterministic or Stochastic Trends? ,"
NBER Working Papers
11487, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Junsoo Lee & John A. List & Mark C. Strazicich, 2005.
"Nonrenewable Resource Prices: Deterministic or Stochastic Trends? ,"
Working Papers
05-20, Department of Economics, Appalachian State University.
Lee, Junsoo & List, John A. & Strazicich, Mark C., 2006.
"Non-renewable resource prices: Deterministic or stochastic trends? ,"
Journal of Environmental Economics and Management ,
Elsevier, vol. 51(3), pages 354-370, May.
[Downloadable!] (restricted) M. Lanne & H. Lütkepohl & P. Saikkonen, .
"Unit Root Tests in the Presence of Innovational Outliers ,"
Sonderforschungsbereich 373
2001-82, Humboldt Universitaet Berlin.
Matteo Lanzafame, 2006.
"The Nature of Regional Unemployment in Italy ,"
ERSA conference papers
ersa06p155, European Regional Science Association.
[Downloadable!]
Other versions: Junsoo Lee & Mark C. Strazicich, 2004.
"Minimum LM Unit Root Test with One Structural Break ,"
Working Papers
04-17, Department of Economics, Appalachian State University.
[Downloadable!]
Robert J. Sonora & Josip Tica, 2008.
"Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States ,"
EFZG Working Papers Series
0804, Faculty of Economics and Business, University of Zagreb.
[Downloadable!]
Uwe Hassler & Paulo M. M. Rodrigues, 2002.
"Seasonal Unit Root Tests under Structural Breaks ,"
Darmstadt Discussion Papers in Economics
113, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology).
[Downloadable!]
Other versions: Stephan Popp, 2008.
"A Nonlinear Unit Root Test in the Presence of an Unknown Break ,"
Ruhr Economic Papers
0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
Kaddour Hadri & Yao Rao, 2006.
"Panel Stationarity Test with Structural Breaks ,"
Research Papers
200615, University of Liverpool Management School.
[Downloadable!]
Other versions: Pui Sun Tam & University of Macau, 2006.
"Breaking trend panel unit root tests ,"
Computing in Economics and Finance 2006
341, Society for Computational Economics.
[Downloadable!]
P. Saikkonen & H. Lütkepohl, .
"Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time ,"
Sonderforschungsbereich 373
1999-72, Humboldt Universitaet Berlin.
Other versions: Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003.
"Breaking the panels. An application to the GDP per capita ,"
Working Papers in Economics
97, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Pascalau, Razvan, 2008.
"Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set ,"
MPRA Paper
7220, University Library of Munich, Germany.
[Downloadable!]
Access and
download statistics Did you know? All bibliographic data on IDEAS has been put in the public domain by the publishers.
This page was last updated on 2009-11-24.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .